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Value Iteration in a Class of Communicating Markov Decision Chains with the Average Cost Criterion JOURNAL ARTICLE published November 1996 in SIAM Journal on Control and Optimization |
The vanishing discount approach in Markov chains with risk-sensitive criteria JOURNAL ARTICLE published October 2000 in IEEE Transactions on Automatic Control |
Controlled Markov chains with risk-sensitive average cost criterion: the non-irreducible case PROCEEDINGS ARTICLE published in Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) |
Controlled Markov chains with risk-sensitive average cost criterion: the non-irreducible case PROCEEDINGS ARTICLE published in Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) |
Denumerable controlled Markov chains with strong average optimality criterion: Bounded & unbounded costs JOURNAL ARTICLE published October 1996 in Mathematical Methods of Operations Research |
Average criteria in denumerable semi-Markov decision chains under risk-aversion JOURNAL ARTICLE published September 2023 in Discrete Event Dynamic Systems |
Sample-Path Optimal Stationary Policies in Stable Markov Decision Chains with the Average Reward Criterion JOURNAL ARTICLE published June 2015 in Journal of Applied Probability |
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management JOURNAL ARTICLE published 18 October 1999 in Mathematical Methods of Operations Research (ZOR) |
Recurrence conditions for Markov decision processes with Borel state space: A survey JOURNAL ARTICLE published December 1991 in Annals of Operations Research |
Contractive approximations in average Markov decision chains driven by a risk-seeking controller JOURNAL ARTICLE published August 2023 in Mathematical Methods of Operations Research |
A Discounted Approach in Communicating Average Markov Decision Chains Under Risk-Aversion JOURNAL ARTICLE published November 2020 in Journal of Optimization Theory and Applications |
Exact and approximate Nash equilibria in discounted Markov stopping games with terminal redemption JOURNAL ARTICLE published January 2016 in Journal of Mathematical Analysis and Applications Research funded by PSF (1-450-12) | PRODEP (17332-UAAAN-CA-23) |
Optimal policies for constrained average-cost Markov decision processes JOURNAL ARTICLE published July 2011 in TOP |
The Discounted Method and Equivalence of Average Criteria for Risk-Sensitive Markov Decision Processes on Borel Spaces JOURNAL ARTICLE published April 2010 in Applied Mathematics and Optimization |
Value iteration in a class of average controlled Markov chains with unbounded costs: necessary and sufficient conditions for pointwise convergence JOURNAL ARTICLE published December 1996 in Journal of Applied Probability |
Sample-Path Optimality in Average Markov Decision Chains Under a Double Lyapunov Function Condition BOOK CHAPTER published 2012 in Optimization, Control, and Applications of Stochastic Systems |
Controlled Markov Chains JOURNAL ARTICLE published 1 February 1975 in The Annals of Probability |
Risk-sensitive Markov stopping games with an absorbing state JOURNAL ARTICLE published 7 April 2022 in Kybernetika |
Average cost optimal policies for Markov control processes with Borel state space and unbounded costs JOURNAL ARTICLE published November 1990 in Systems & Control Letters |
Zero-sum games for continuous-time Markov chains with unbounded transition and average payoff rates JOURNAL ARTICLE published June 2003 in Journal of Applied Probability |